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Goldgroup Mining Inc. GORO

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-23T03:00:20.496Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.003417093Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:16.218108+00:00

Share price$3.35
1D+1.0%
AH$3.25$3.30$3.34$3.38$3.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGORO
Sold putSold callAH

Goldgroup Mining Inc. options

Live interpolated GORO call and put midpoint premiums by absolute delta.Goldgroup Mining Inc.$0.09$0.54$0.98$1.43$1.88$0.90$2.09$3.27$4.45$5.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GORO spot · $3.35GORO PRICE$0.13$0.22$0.30$0.39$0.47$0.56$0.65$0.73$0.82$0.90$0.99$1.07$0.51$0.66$0.82$0.97$1.13$1.29$1.44$1.60$1.75
PutsExpensive1.18×
CallsCheap0.81×
SkewBearish+31.00 pp
Implied moveBearish±$1.93
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.9275.3%50.8%
25Δ4.7278.4%47.3%2.68136.5%35.1%
30Δ4.5181.5%43.8%2.94133.2%31.9%
35Δ4.3184.6%40.3%3.21129.9%28.6%
40Δ4.1187.7%36.8%3.47126.7%25.4%
45Δ3.9090.8%33.3%3.74123.4%22.2%
50Δ3.7093.9%29.8%4.00120.1%18.9%
55Δ3.5097.0%26.2%4.27116.8%15.7%
60Δ3.30100.1%22.7%4.53113.6%12.5%
65Δ3.09103.2%19.2%4.80110.3%9.2%
70Δ2.89106.3%15.7%
75Δ2.69109.5%12.2%
80Δ

20Δ

Calls
Pseudo strike
4.92
IV
75.3%
B/E move
50.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.72
IV
78.4%
B/E move
47.3%
Puts
Pseudo strike
2.68
IV
136.5%
B/E move
35.1%

30Δ

Calls
Pseudo strike
4.51
IV
81.5%
B/E move
43.8%
Puts
Pseudo strike
2.94
IV
133.2%
B/E move
31.9%

35Δ

Calls
Pseudo strike
4.31
IV
84.6%
B/E move
40.3%
Puts
Pseudo strike
3.21
IV
129.9%
B/E move
28.6%

40Δ

Calls
Pseudo strike
4.11
IV
87.7%
B/E move
36.8%
Puts
Pseudo strike
3.47
IV
126.7%
B/E move
25.4%

45Δ

Calls
Pseudo strike
3.90
IV
90.8%
B/E move
33.3%
Puts
Pseudo strike
3.74
IV
123.4%
B/E move
22.2%

50Δ

Calls
Pseudo strike
3.70
IV
93.9%
B/E move
29.8%
Puts
Pseudo strike
4.00
IV
120.1%
B/E move
18.9%

55Δ

Calls
Pseudo strike
3.50
IV
97.0%
B/E move
26.2%
Puts
Pseudo strike
4.27
IV
116.8%
B/E move
15.7%

60Δ

Calls
Pseudo strike
3.30
IV
100.1%
B/E move
22.7%
Puts
Pseudo strike
4.53
IV
113.6%
B/E move
12.5%

65Δ

Calls
Pseudo strike
3.09
IV
103.2%
B/E move
19.2%
Puts
Pseudo strike
4.80
IV
110.3%
B/E move
9.2%

70Δ

Calls
Pseudo strike
2.89
IV
106.3%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.69
IV
109.5%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations